Kelly Criterion Calculator

Free tool for South African traders

🧮

Enter your trade details below

This calculator is for educational purposes only. Results are estimates and may vary depending on market conditions, spreads, commissions, platform settings, and exchange rates. It should not be considered financial advice.

↗ Calculation Result

Calculation Breakdown

Full transparency on how this result was calculated.

Win rate vs. break-even

Sizing method comparison

Risk percentage per trade for each method

Theoretical growth over 100 trades

Expected geometric growth using a log-utility approximation

Full Kelly Half Kelly Quarter Kelly

Scenario comparison

Win rate sensitivity

How Full Kelly % shifts as win rate moves

Reward-to-risk sensitivity

How Full Kelly % shifts as reward:risk moves

Calculator by TradeAnswers Free SA trading calculators Educational tool for South African traders. Not financial advice. Trading involves risk of loss.